Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Stanley Black & Decker, Inc. (SWK) had 30-Day Historical Volatility (Close-to-Close) of 0.3204 for 2024-06-14.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3204
Historical Volatility (Parkinson)	0.2201
Implied Volatility (Calls)	0.2483
Implied Volatility (Puts)	0.2558
Implied Volatility (Mean)	0.2520
Put-Call Implied Volatility Ratio	1.0304
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1879
Put-Call Ratio (Open Interest)	0.6928
Forward Price	83.88
Call Breakeven Price	100.31
Put Breakeven Price	76.05
Option Breakeven Price	90.40